Well thank you Leonid, but I tried all the solutions with the css, I do not think we can solve the problem with the css only. a: visited if I understand correctly checks if the link is already present in browser history, a: active changes the color just at the precise moment where link is clicked but not after loading a new page. I think the browser has no way of knowing what the active page actually is. So I think something has to be done in the code to do that. Correct me if im wrong.
As we can create menus, and like all the other horizontal menus indicate the active page, well the custom menus should work as well as it seems to me. For me it's a gap.